+45.2%
LDOS vs PFG
+110.8%
-65.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -5.4% | +5.5% | -10.9% | -7.0% |
| 30D | +4.9% | +2.4% | +2.5% | +4.0% |
| 3M | +7.2% | +13.6% | -6.4% | +3.1% |
| 6M | -24.2% | +27.9% | -52.1% | -29.8% |
| YTD | -25.8% | +35.6% | -61.4% | -32.5% |
| 1Y | -24.7% | +48.5% | -73.2% | -33.5% |
| 3Y | +39.3% | +66.9% | -27.6% | +16.9% |
| All | +45.2% | +110.8% | -65.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling